Hello: This is a clone from the 101 Alphas Project: Alpha #41. I ran a quick backtest.
I had gotten all enthused about what I was learning here in the Quantopian Community Forums, and wrote a Medium blogpost called Hacking 8 Algos, which tells the story of my growing interest for democratized quant finance. I refer to this algorithm, and how I cloned and tested it, I try to ascribe appropriate credit where possible — and may be in error, or have forgotten you. If so, please advise.
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